Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49563.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43559.25 Kr¶

PnL: ---------------------------------------> -1316.33 Kr¶

DD now: ---------------------------------> -6.697 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:26:01.785560'

Anic Portfolio¶

Today¶

Return: -0.029 %¶

This Week¶

Return: -2.342 %¶

Total portfolio value¶

Return including deposits: 62.257 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 8.240000 1546.710000 123.710000 8.690000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.230000 913.680000 1.680000 0.180000 912.000000
Atrium Ljungberg B 5 1.010000 903.000000 -1.000000 -0.110000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
BioGaia B 8 2.360000 900.800000 -3.200000 -0.350000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.120000 987.600000 -5.400000 -0.540000 993.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
AcadeMedia 20 -0.490000 965.200000 -12.800000 -1.310000 978.000000
Biotage 1 -6.480000 132.800000 -16.200000 -10.870000 149.000000
Creaspac SPAC 40 0.100000 3816.000000 -18.000000 -0.470000 3834.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
JM 7 -1.040000 930.300000 -19.700000 -2.070000 950.000002
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
OX2 12 -1.950000 888.960000 -20.040000 -2.200000 909.000000
Bufab 3 -0.400000 1055.400000 -20.600000 -1.910000 1076.000001
Alimak Group 12 0.990000 981.600000 -25.400000 -2.520000 1007.000004
Latour B 4 -2.310000 828.400000 -27.600000 -3.220000 856.000000
Sandvik 4 0.240000 820.400000 -27.600000 -3.250000 848.000000
Hexatronic Group 15 -0.110000 1043.400000 -27.600000 -2.580000 1071.000000
Investor B 3 -1.340000 629.100000 -28.900000 -4.390000 657.999999
Sagax B 4 -1.430000 855.600000 -29.400000 -3.320000 885.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Vitec Software Group B 2 -2.810000 1074.000000 -30.000000 -2.720000 1104.000000
Addnode Group B 7 -1.740000 872.200000 -32.800000 -3.620000 904.999998
Byggmax Group 33 -0.210000 933.900000 -33.100000 -3.420000 966.999990
SKF B 5 -0.550000 943.250000 -36.750000 -3.750000 980.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Platzer Fastigheter Holding B 12 0.260000 910.800000 -40.200000 -4.230000 951.000000
Catena 2 0.740000 762.000000 -44.000000 -5.460000 806.000000
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
HEXPOL B 8 -5.690000 888.000000 -69.000000 -7.210000 957.000000
Orrön Energy 170 -3.810000 1976.250000 -69.750000 -3.410000 2045.999980
Hexagon B 26 -1.460000 3334.500000 -85.500000 -2.500000 3420.000012
VEF 788 -2.170000 1773.000000 -130.000000 -6.830000 1903.000300
Sedana Medical 93 -0.290000 2557.500000 -426.080000 -14.280000 2983.577733
TOTAL 43559.250000 -1316.330000 -6.69674% 44875.578016

Updated:¶

'2023-06-21 17:26:19.156926'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶